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Financial Risk Manager (FRM). Free resource
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P2.T5. Market Risk (25%)
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Errors Found in 2021/2022 Study Materials P2.T5. Market Risk
Nicole Seaman
Jan 22, 2021
Replies
11
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2K
May 31, 2022
novenagates
N
M
Delta of a forward chart
mbbx5va2
Nov 13, 2022
Replies
2
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79
Nov 21, 2022
mbbx5va2
M
F
Explain Correlation-weighted HS example
frogs
Oct 13, 2022
Replies
1
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115
Oct 14, 2022
David Harper CFA FRM
A
OAS Spread questions
ACosi0578
Sep 16, 2022
Replies
0
Views
126
Sep 16, 2022
ACosi0578
A
S
Vasicek model recombining tree
SalinaMiao
Jul 27, 2018
Replies
7
Views
2K
Jul 23, 2022
David Harper CFA FRM
I
Fixed income mapping
Imad
Oct 29, 2012
Replies
13
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7K
Jun 16, 2022
Collen
C
X
GARP.FRM.PQ.P2
2016 Practice exam q 64 volatility smile (garp16-p2-64)
Xin Zhan
Nov 12, 2016
Replies
16
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7K
Jun 15, 2022
David Harper CFA FRM
X
CDS on the Senior tranche of the CDO with tranche correlation
xZhan3765
May 15, 2022
Replies
1
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257
May 16, 2022
David Harper CFA FRM
M
Vasicek model used to derive the UL
MZHAO0430
Apr 23, 2022
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0
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219
Apr 23, 2022
MZHAO0430
M
H
CDO Tranche Spreads with respect to Correlation between Assets in CDO
HHo0951
Feb 26, 2022
Replies
2
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590
Feb 27, 2022
HHo0951
H
G
VaR Mapping - Diversified VaR
Gareth
Oct 21, 2018
Replies
6
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3K
Jan 27, 2022
David Harper CFA FRM
T
Jorion, Chapter 11: VaR Mapping
Torsleno
Jan 16, 2022
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0
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454
Jan 16, 2022
Torsleno
T
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Lognormal VaR formula on FR_T5_pq_final video lesson
Randy Moon
Jan 8, 2022
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342
Jan 9, 2022
Randy Moon
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Bond Basis Delta
giraffe
Jan 7, 2022
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463
Jan 7, 2022
giraffe
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P.2 T5 Dowd study notes pg 10 confidence intervals
Stella G
Feb 3, 2018
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12
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2K
Dec 9, 2021
David Harper CFA FRM
A
Practice question 3 - Backtesting VaR
ami44
May 13, 2015
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16
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8K
Nov 27, 2021
xzbest
X
VaR versus standard deviation
annaleevance2000
Nov 23, 2021
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2
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508
Nov 24, 2021
annaleevance2000
K
L2.T5.43 Multi-period binomial interest rate tree (Tuckman)
kausthub
May 11, 2020
Replies
7
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926
Nov 17, 2021
David Harper CFA FRM
K
Clarifying question on "a" and "r" in lognormal model - tuckman
kchristo
Nov 3, 2021
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0
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307
Nov 3, 2021
kchristo
K
O
Normal vs lognormal VaR, Tail distribution
onil100
Oct 22, 2021
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0
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520
Oct 22, 2021
onil100
O
R
Short Equity T + long Mezzannine T (correlation impact?)
rajeshtr
Feb 16, 2017
Replies
15
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7K
Oct 22, 2021
MRC2020
M
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Market Risk - Chapter 6, page 121, 10-day VaR
Kjetil
Jul 17, 2019
Replies
3
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970
Oct 10, 2021
David Harper CFA FRM
B
OAS v/s Z spread
BharatSHarma
Sep 6, 2010
Replies
4
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4K
Sep 19, 2021
VanBuren77
F
Learning Spreadsheet chapter 3
Faruk
Sep 18, 2021
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2
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341
Sep 18, 2021
Faruk
F
K
Question on Choudry's Inherent Leverage
kchristo
Jul 14, 2021
Replies
1
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347
Jul 24, 2021
lushukai
C
Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging
cfa2015
Mar 10, 2018
Replies
14
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3K
Jun 26, 2021
Ellie_10
J
Calculation of Tail VaR in ES and Normal Deviate in Spectral Measure
Jul Jul
Feb 10, 2021
Replies
5
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2K
May 17, 2021
Jul Jul
J
Option Pricing using binomial method
W0LF
Nov 2, 2015
Replies
4
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1K
May 3, 2021
David Harper CFA FRM
R
GARP 2016 Q61
rohinjain
Apr 17, 2021
Replies
1
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478
Apr 18, 2021
David Harper CFA FRM
Is there any difference in calculation of type 1 and 2 errors?
Steve Jobs
Mar 19, 2014
Replies
5
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1K
Apr 16, 2021
gitusrini
G
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Testability of TSM (Term Structure Models)
nicholasjalonso
Apr 8, 2021
Replies
4
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753
Apr 10, 2021
nicholasjalonso
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